+71.6%
MAS vs OSCR
-14.9%
+86.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.6% | +6.1% | -0.9% |
| 7D | +2.4% | +0.9% | +1.4% | +2.3% |
| 30D | +19.8% | -6.9% | +26.7% | +20.5% |
| 3M | +9.8% | +15.5% | -5.6% | +8.3% |
| 6M | +15.8% | +54.5% | -38.7% | +10.6% |
| YTD | +31.8% | +113.3% | -81.5% | +21.8% |
| 1Y | +35.4% | +85.1% | -49.7% | +25.9% |
| 3Y | +59.2% | +436.8% | -377.6% | +27.1% |
| 5Y | +41.2% | +80.3% | -39.1% | +8.7% |
| All | +71.6% | -14.9% | +86.5% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OSCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling